E-mini NASDAQ-100 Future March 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 2,311.25 2,322.00 10.75 0.5% 2,393.50
High 2,341.00 2,376.00 35.00 1.5% 2,394.00
Low 2,301.75 2,321.25 19.50 0.8% 2,280.25
Close 2,323.25 2,371.75 48.50 2.1% 2,345.75
Range 39.25 54.75 15.50 39.5% 113.75
ATR 34.56 36.00 1.44 4.2% 0.00
Volume 335,530 288,788 -46,742 -13.9% 1,015,087
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 2,520.50 2,501.00 2,401.75
R3 2,465.75 2,446.25 2,386.75
R2 2,411.00 2,411.00 2,381.75
R1 2,391.50 2,391.50 2,376.75 2,401.25
PP 2,356.25 2,356.25 2,356.25 2,361.25
S1 2,336.75 2,336.75 2,366.75 2,346.50
S2 2,301.50 2,301.50 2,361.75
S3 2,246.75 2,282.00 2,356.75
S4 2,192.00 2,227.25 2,341.75
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 2,681.25 2,627.25 2,408.25
R3 2,567.50 2,513.50 2,377.00
R2 2,453.75 2,453.75 2,366.50
R1 2,399.75 2,399.75 2,356.25 2,370.00
PP 2,340.00 2,340.00 2,340.00 2,325.00
S1 2,286.00 2,286.00 2,335.25 2,256.00
S2 2,226.25 2,226.25 2,325.00
S3 2,112.50 2,172.25 2,314.50
S4 1,998.75 2,058.50 2,283.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,376.00 2,301.75 74.25 3.1% 46.25 2.0% 94% True False 289,512
10 2,400.75 2,280.25 120.50 5.1% 43.50 1.8% 76% False False 259,952
20 2,403.00 2,280.25 122.75 5.2% 33.00 1.4% 75% False False 239,138
40 2,403.00 2,229.50 173.50 7.3% 32.25 1.4% 82% False False 238,695
60 2,403.00 2,178.50 224.50 9.5% 28.50 1.2% 86% False False 208,612
80 2,403.00 2,082.25 320.75 13.5% 30.00 1.3% 90% False False 156,585
100 2,403.00 2,001.75 401.25 16.9% 29.50 1.2% 92% False False 125,315
120 2,403.00 1,892.00 511.00 21.5% 29.50 1.2% 94% False False 104,448
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2,608.75
2.618 2,519.25
1.618 2,464.50
1.000 2,430.75
0.618 2,409.75
HIGH 2,376.00
0.618 2,355.00
0.500 2,348.50
0.382 2,342.25
LOW 2,321.25
0.618 2,287.50
1.000 2,266.50
1.618 2,232.75
2.618 2,178.00
4.250 2,088.50
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 2,364.00 2,360.75
PP 2,356.25 2,349.75
S1 2,348.50 2,339.00

These figures are updated between 7pm and 10pm EST after a trading day.

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